The fourth episode is the only official expansion. Duke It Out in D.C., Nuclear Winter and Life's A Beach are official unofficial expansions, like Insurrection or Retribution for Starcraft, Hellfire for Diablo or Conquests Of The Ages for Age Of Empires. These expansions are "unofficial" in the sense that they were developed by third party but "official" in the sense that they received the official stamp of approval from 3Drealms, which was a pretty big deal back in the days where a guy could download the entirety of the fan maps posted on the internet, burn them on a CD and market these as an expansion for a cash grab.
Duke It Out In D.C. and Life's A Beach are both pretty good episodes which are just as fun as the original episodes. Nuclear Winter is alright, nothing more, but I suppose it can be included for the sake of completion.
The Playstation port of Duke Nukem 3D also got an alternate fourth episode titled "Plug N Pray" developed by the team that ported the game. Modders managed to extract the maps from that episode some months ago and are currently working hard to port it to the PC.